STOP
Early Journal Content on JSTOR, Free to Anyone in the World
This article is one of nearly 500,000 scholarly works digitized and made freely available to everyone in
the world by JSTOR.
Known as the Early Journal Content, this set of works include research articles, news, letters, and other
writings published in more than 200 of the oldest leading academic journals. The works date from the
mid-seventeenth to the early twentieth centuries.
We encourage people to read and share the Early Journal Content openly and to tell others that this
resource exists. People may post this content online or redistribute in any way for non-commercial
purposes.
Read more about Early Journal Content at http://about.jstor.org/participate-jstor/individuals/early-
journal-content .
JSTOR is a digital library of academic journals, books, and primary source objects. JSTOR helps people
discover, use, and build upon a wide range of content through a powerful research and teaching
platform, and preserves this content for future generations. JSTOR is part of ITHAKA, a not-for-profit
organization that also includes Ithaka S+R and Portico. For more information about JSTOR, please
contact support@jstor.org.
ON A GENERAL CLASS OF LINEAR HOMOGENEOUS DIFFERENTIAL
EQUATIONS OF INFINITE ORDER WITH CONSTANT
COEFFICIENTS*
BY
J. F. RITT
Introduction
Pincherle, in his classic writings on distributive operations, t has shown
that the inversion of distributive operations can be made to depend on the
solution of linear differential equations of infinite order. The same result
was reached by Bourlet,t who furthermore undertook the study of such
differential equations, but in spite of the title of his memoir, no results appear
which would mark a genuine departure from equations of finite order to those
whose orders are infinite. In fact, as far as I am aware, no intensive study of
such equations has ever been made.
In the present paper such a study is made for the important case where the
coefficients are constants, and are subject to one further condition. The
first part is given up to the theory of the " entire differential operator of
genus zero,"
~ \ ai) \ a 2 J \ On) '
where D denotes differentiation and where the constants o„ are such that
n=l | On |
is convergent. As far as I know, this operator has never been studied before.
Its most notable property is that its domain of applicability consists of all
analytic functions. That this property belongs to the linear differential
* Presented to the Society, under a different title, April 29, 1916.
t S. Pincherle, Operazione distributive, p. 136; Mimoire sur le calcul fonctionnel distribvMf,
Mathematische Annalen, vol. 49 (1897), p. 356; Equations et operations fonc-
tionnelles, Encyclopedic des Sciences Math6matiques, II, 26, p. 25.
J C. Bourlet, Sur les op&rations en gineral et les equations lineaires diffSrentielles d'ordre
inftni. Annales de 1 ' 6 c o 1 e normale, ser. 3, vol. 33 (1897).
27
28 J. F. RITT: [January
development of A was probably known to Bourlet, although he made no
explicit mention of the fact.
The second part contains a discussion of the most general solution of the
equation A<j> ( z ) = . The general properties of the solutions are first
obtained — the most striking being, perhaps, that the solutions are all uniform —
and the analytical representation of the solutions is discussed. In § 11 an
application is made to the theory of analytic prolongation, there being ob-
tained, from an entirely new point of view, a known sufficient condition that
the circle of convergence of a power series be a natural boundary.
I hope to present later the results of an investigation which I am now
conducting on the inversion of other classes of operators.
In notation, I have followed Pincherle, in the main, using capital Roman
letters for operators, and small Greek letters for functional symbols. The
sum and the product of two distributive operations are defined by the equations
(A + B)<t>(z) = A<t>(z) + B<t>(z), BA<f>(z) = B[A<t>(z)],
respectively. Other questions of notation will be handled as they arise.
Professor Fite has read this paper, as well as the preceding one, and he is
responsible for numerous improvements in both. I welcome this opportunity
to thank him.
Part 1. The entire differential operator of genus zero
1. The operator as an infinite product. The reader is familiar with the
operator
*-0-£)0-£)-(i-£).
where a\, a%, ■ • ■ , a n , are any real or complex numbers except zero. We
shall call each operator (1 — D/a n ) a " factor," and each a n a " zero " of A n .
The domain of applicability of A n consists of all functions which have n deriva-
tives. The order of the factors of A n is immaterial. It is legitimate to de-
velope A n as a polynomial in D and to apply it as a linear differential operator.
We shall define now the operator
\ ffli / \ a 2 J \ a n )
We are to have
A<t> ( 2 ) = lim A n 4>(z) ,
so that A<j>(z) will have a meaning provided that 4>(z) has derivatives of
all orders, and that the limit involved in the definition exists. Thus, to
operate with A will be to operate first with ( 1 — D/a-i ) , to apply ( 1 — D/a 2 )
1917] LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS 29
to the result, etc. When A<f> ( z ) has a meaning, we may speak of it as being
convergent. What we shall mean by the convergence being uniform in a
given domain is obvious. We are interested here in the case where
00 I
»= 1 | t*n |
is convergent. In that case, we shall call A , by reason of an obvious analogy,
an " entire differential operator of genus zero." We shall prove, concerning
such an operator A , the
Theorem I. If <j>{z) is holomorphic in a given domain, A<f> ( z ) converges
in that domain, the convergence being uniform in every closed and bounded domain
interior to the given domain.
It follows from a well-known theorem of Weierstrass that A<f>(z) con-
verges to an analytic function.
We shall need the following statement of Taylor's theorem:
Lemma la. Denoting by e aD the operator
a
D 2 . a n D n
l + aD + ^ r +.-- + ^ r +... )
of which the manner of application is evident, and operating with e aD upon the
function <f> ( z ) , analytic for 1 2 1 = r , where r > \ a \ , we obtain <f> ( z + a ) , which
is analytic at least for | z | = r — \ a \ .
We must have also the following lemma:
Lemma lb. If 4>{z) , analytic for |z| = r , has h as the upper bound of its
modulus for \z\= r , then, if | zi | and \ 22 1 are each less than r — S , where
< 5 < r , we have
hr\z 2 — zi|
\4>{zi) - 4>{zi)\ <
8 2
In short, the derivative of 4> ( z ) will have as a majorant, for | z | = r , the
function hr/(r — |z|) 2 , so that, for \z\ < r — 8 ,
\dd>(z)\ hr
— ~ - — - < —
I dz I ^ a 2 '
and
hr\zi — zA
10(22) - 0(zi)|= J —j—dz\<
We shall consider now the convergence of A<j> ( z ) in the neighborhood of
any given point, which point we shall take as the origin for simplicity. Thus,
let
<t> (a) = b + 61 z + b 2 z 2 + • • • + b„ z n + ■ • • ,
30 J. p. kitt: [January
be regular for 1 2 1 s= r . Now, let
\ \ai\J\ M/ \ \a n \ )
and let A n be the operator formed by the first n factors of A . Also, let
?(*) =N + |Z>l|z+|&2|3 2 + ••• + \b n \z n + ■■■.
The majorant 0(2), like 4>(z), is regular for |z|s= r. Take any 5 > 0,
where 35 < r. We shall study first the effect of operating on^(z) with A ,
for 1 2 1 < r — 35 . Take any e , positive, but less than 5 , and choose an
integer m such that, if n is m ,
n+l j u q I
for every positive integer p . The coefficient of any power of D after the first
in the development of
(\ 1 D Vl - ^ (\ D \
\ | On+l | / \ | «n+2 | / \ | OSn+P I /
is less than the coefficient of the same power of D in the development of
g\|an+l| la»+2| \a n +p\) #
Hence, for 1 2 1 S r — 5 and for n ^ m , we have by Lemma la,
(ZH.-Z.)*0-l)-[(i+ 1 ^)---(i + 1 ^ T )-i]i*(M)
<I„0(|2]+€) -I„0(|2|).
Let n have the value m for a moment. Since -4™ $ ( | z \ ) is bounded, for
\ z \= r > - - . . . .
A m <j>( \z\+ e) - A m <j>( \z\ )
is bounded f or 1 2 1 Si r — 8 . Then, by the above inequality, all the functions
A-m+p <f> ( \z\ ) , or, what is the same, all the functions A n <j> ( [2 1 ) , for n ^ m,
have a common upper bound h for |z|^i r — 5.* Then, by Lemma 16, we
have for | s | = r — 35 , for any n greater than or equal to m , and for any p ,
, t Tx - ,iix h(r — 5 ) e Are
(A+p- 4.)0([g|) < g2 <-y.
Since the coefficient of any power of Z) in A n is not less than the absolute
* It is essential to bear in mind that although we used an e in determining h , this h depends
really only on the sequence of functions A„<t> ( | z | ) and can be used again and again while e
is sent to zero by increasing m .
1917] LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS 31
value of the corresponding coefficient in A n , it is clear that A„ <f> (z) will be a
majorant of A n <f> (z) , so that
(1) D*An + (\z\)m \D«A n <t>(z)\,
for z ^ r and for every q . Now we have already seen that
(i- - 2 ^^ = [0 + ra-) -• +i£r) - i]i*d-i)
and that
(^ - 4.)*(.) = [(l -£-)... (l -£-) - l]^(z).
Comparing the corresponding coefficients in the developments of An+ P — A n
and A n+P — A n , and taking account of (1), we have
— — — nT€
(2) \(A n +p - A n )4>(z)\^ (A n+P - A n )4>(\z\) < -p ,
for I z I ^ r — 35 and fomSm. Since A and 5 are fixed numbers, and since e
can be made arbitrarily small by a proper choice of m , it is clear that A(f> ( z )
converges uniformly f or | z | s= r — 35 . It follows immediately that A<j> ( z )
converges to a holomorphic function in any domain in which <j> ( z ) is holo-
morphic. Also it can easily be shown by means of the Heine-Borel theorem
that the convergence is uniform in every closed and bounded domain interior
to the domain of regularity of <f> (z) . Thus Theorem I is proved.*
It would be natural now to state this theorem for any domain on a Riemann
surface. To avoid whatever may be vague in the concept of the most general
such surface, we limit ourselves to saying, that if <£(z) is multiform, A<j>(z)
converges uniformly on any curve of finite length along which <j> ( z ) can be
prolonged, whether the curve intersects itself or not. This fact will be very
useful to us later.
In the case where ]T) V I a n | is divergent, it is easily seen that A<p ( z ) diverges
to + co for every positive value of z less than r. Thus, the condition that
^ 1/ J «« I be convergent plays practically the same role in the present theory
as it does in that of the infinite product.
* Theorem 1 can be extended to the case where each differentiation is preceded by a multi-
plication by an analytic function f „ ( z ) and is followed by a multiplication by an analytic
function xn ( z ) , provided all the functions f „ ( z ) , x„ ( * ) have a common upper bound
for their moduli in the given domain. Operators in which each f„ (z) is unity and in which
Xn ( z ) does not vary with n , may be reduced to the form of A , above, by a suitable change
of variable.
Theorem I indicates, and further developments will emphasize, the analogy between the
theory of the operator A , and that of the ordinary infinite product. One distinction will,
however, arise. We shall see, in fact, that although an absolutely convergent infinite product
cannot vanish unless one of its factors does, A<j> (z) may very well converge to zero without
any A n <t> (z) being identically zero.
32 J. F. BITT: [January
Throughout the rest of this paper, A will stand for an entire differential
operator of genus zero.
2. Degree of convergence.* From the inequality (2) above, we infer, since
h , r , and 5 are fixed once for all, and since e can be taken as ]C" +1 V I a i I > * ne
result:
Theorem II. In any closed and bounded domain interior to the domain of
regularity of <f>(z), the convergence of A<f>(z) is at least as rapid as that of
^2 1/ 1 a n | ; that is, the ratio of \ A<f> (z) — A n <f>(z)\ to 2»+i V I °« I ** ultimately
less than some finite number.
This is evident for a sufficiently small neighborhood of any point, and the
extension to the larger domain is immediate.
An interesting special case presents itself when A<f>(z) converges to zero
for all values of z.f Suppose <f>(z) regular for |z|si r. Preassigning some
positive integer m , take 5 > such that 2m8 < r , and so choose s that, for
n > s,
00 1
Let «„ be the maximum of |^4„<^>(z)| for \z\= r. Then a majorant of
A„<t>(z) will be re H /(r — \z\) . Hence, by what we have seen in the proof
of Theorem I, we must have, for \z\ =i r — 25, and for n > s,
|^ #(0 -^(.)| S [(l + ^)...(l + ^)-l] r ^ r
^e„z: +1 i/Ki
Thus, since An+p 4>(z) approaches zero as p increases,
iA<H*)i ^ z y /K| ,
for |z|= r — 28 and for n > s. Carrying out this process m times, with a
few slight modifications, we find, finally,
(3) |^W| S f "'- (S y 1/l '" l) - .
for | z | ^ r — 2mb . Since, when 8 is once fixed, 2"+i V I a i I becomes infinitesi-
mal compared to it as n increases, we infer from (3) the two theorems which
follow.
Theorem III. 7/ A<j>(z) = 0, the modulus of A„<t>(z), at any point,
becomes infinitesimal as n increases, compared to the maximum modulus of
* This section can be omitted in a first reading,
t See the final remarks in the footnote on p. 31.
1917] LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS 33
A„ 4> (2) on any circle about that point as center, on and within which tj>(z) is
regular.
To a certain extent, this fact is not surprising, for it is well known that,
in a closed and bounded domain, the modulus of an analytic function assumes
its maximum value on the boundary. It is from the intensity of the phe-
nomenon that the theorem derives its interest.
Theorem IV. If A<j>{z) = 0, |^4„0(z)| becomes less in absolute value
than any ^reassigned power of 2)T+i V I a i I as n increases.
This is seen, from (3), for a neighborhood of every point, and can be exte'nded
immediately to any closed and bounded domain of regularity.
3. The operator A as a linear differential operator. A can be developed
formally into a linear differential operator ( A ) , of infinite order. How ( A )
is to be applied to an analytic function 4>{z), and what we shall mean by
the convergence or uniform convergence of {A)<j>(z) in a given domain,
are matters on which it is unnecessary to dwell.
Theorem V. If <t>(z) is holomorphic in a given domain, (A)<f>(z) con-
verges to A<f> (z) in that domain, the convergence being absolute, and uniform in
every closed and bounded domain interior to the given domain.
Let (A ) n be the operator formed by the first n + 1 terms of (A ) .* Choos-
ing first an e > , take m such that f or n > m ,
(4) Zh. p 0(|z|) -A n $(\z\) <§€,
for | z | ^ r , and for every p. It is easy to see that
(5) (2W,0(|»|)-Z.*(|a|)<e,
for |z|= r and for every q. In short, as p increases, the first n + q + 1
coefficients in the development of An+ P approach the corresponding coef-
ficients in ( A )n+ q , and A n+P will also have terms of higher order, with positive
coefficients. Thus, if there is a q for which (5) is not satisfied, (4) will not
hold either, for sufficiently large values of p .
Now (A)„ +q — A n is the linear differential operator formed by the first
ra + q + 1 terms in the development of
0+w)(-w)-(-w)![(>+«)
•••( 1+ ra)-]- 1 }'
so that the coefficients in the development of ( A n + q ) — A n are positive, and
are each not less than the absolute values of the corresponding coefficients in
(A) n+q — A„. Hence, referring to (5), we have
\(A) n+g <t>(z)-A n 4>(z)\^e,
* Observe that ( A )„ is not the development of A n .
Trans. Am. Math. Soo. 3
34 J. F. RITT: [January
for 1 2 1 =1 r , f or n > m and for every q . From this last inequality, the truth
of Theorem V for | z | s= r follows without difficulty. The extension to the
larger domain is immediate. The absolute convergence follows from the
convergence of (A)<t>(z) .
Corollary I. The order of the factors of A is immaterial.
In short, whatever be the order of the factors, the same (A) will result.
Corollary II. A is commutative with any power of D .
This is clearly a property of (A ) , and hence one of A .*
That {A)4>(z) always converges was very probably known to Bourlet,
although he failed to state the fact explicitly, f Bourlet would have appealed,
for the proof, to a theorem by Poincare on the coefficients of an entire func-
tion. On the other hand, our method of proof has put us in a position to
prove
Poincare's Theorem. J If
<f>(z) = C + C] z + c 2 z 2 + • • • + c n z n H
is an entire function of genus zero, and if a is any number whatsoever, then
lim,^.,, n\a n c n = 0.
Let us operate on 1/(1 — az) with
Co(A) =c + Cl D + c 2 D 2 + ■■■ +c n D n + •••
at the point z = . We get, since
D n {- J = n\a n ,
\1 - az} l=0
c {A ) ( z ) = c + aci + 2! a 2 c 2 + • • • + n\ a n c n + • • • .
\ l — az J 2= o
Poincare's theorem follows from the convergence of the series above. This
theorem is only a special case of a theorem which PoincarS proved, by an
entirely different method, for entire functions of any finite genus. §
The two theorems which follow will be of frequent use.
Theorem VI. Given a domain d, a closed and bounded domain di interior
to d, and a positive number e, we can find a positive number h such that \A<j> (z) |
< e in di when <f>(z) is holomorphic, and less in absolute value than h , through-
out d.
If <f> (z) is regular for \z\ Si r, D n <f> (z) will have as a majorant
nlhr/(r -|z|) n+1 ,
* Cf. Pincherle, Operazione Distributive, p. 119.
t Bourlet, loc. cit., pp. 159 and 161.
t In the proof, we assume that c =t= , but this is not essential.
§ See Borel, Fonctions Entiires, Chapter III.
1917] LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS 35
so that, if < 5 < r ,
, _, . , . n\ rh
|0"*(«)|£>«
f or | z | Si r — S . Then, using the expression for ( A ) above,
Referring to the proof of Poincare's theorem, we see that the series within
the parentheses is convergent, so that |(^4)</>(z)| goes to zero with h, for
|z|= r — 2S. This proves the theorem for a neighborhood of any point,
and the extension to the domain di is immediate.
Theorem VII. Given the domains d and di above, and any two positive
numbers, e and h , we can determine a positive number rj such that, if 5^1/ 1 a n | < n ,
we have
\A<j>{z) -0(a)|<e
in d\ , provided <f>(z) is holomorphic, and less in absolute value than h , through-
out d.
The proof, which is very simple, we indicate briefly. If <£(*) is regular
for z Si r , it will have, in the neighborhood of the origin, a majorant 4>(z) ,
which is less in absolute value than h f or | z | Si r . Then, if n < 8 < r ,
\A<f>(z) -4>{z)\^\A*(\z\) -0(|a|)|< «- l)0(|z|) <^J
for z Si r — 8 . This inequality leads readily to the theorem.
We shall need later, in considering multiform functions, the following
modification of Theorem VII.
Theorem VIIi. Given a function <t>(z), a curve of finite length on which,
inclusive of the extremities, 4>(z) is analytic, and any e > , we can find an
n > 0, such that, when X^V| a »| <v,we have
\A(f>(z) - <f>(z)\< e
along the curve in question.
4. Distributivity of the operator A . From the fact that every A n is dis-
tributive, it follows that A is also distributive; that is, as long as only a finite
number of functions are involved. To extend the distributivity of A to the
sum of an infinite number of functions, we prove the theorem which follows:
Theorem VIII. If
CO
iK») = £*.(*)
is uniformly convergent in a given area, each <f> n (z) being holomorphic in that
area, we have, in the given area,
00
A${z) = HA<t> n {z),
36 J. F. RITT: [January
and the series in the second member of the last equation is uniformly convergent
in every closed and bounded domain interior to the given area.
The proof involves the application of a principle stated by Pincherle for
all distributive operations.* We have
n oo n no
Af(z) = AT,<j> a (z) + ^Z<M*) = T,A<f> q (z) + ^Z<£«(z).
But from the uniform convergence of ^ <f> n (z) and from Theorem VI, we see
that
00
n+l
goes to zero uniformly in any closed and bounded domain interior to the given
area as n increases indefinitely. The theorem is proved.
5. Multiplication and factorization of operators.
Theorem IX. 7/ A and B are two entire differential operators of genus zero,
their product BA] will also be an entire operator of genus zero, and its factors
will be the combined factors of A and of B .
Obviously, the theorem will be proved if we can show that
BA<j>{z) = lim nioo B n A n 4> (z)
for every analytic <j> ( z ) . We have, identically,
BA<t>(z) - B n A n <j>{z) = B(A - A n )<j>(z) + (B - B n )A n <f>(z).
Now, in any closed and bounded domain, (A — A n )<f>(s) goes to zero uni-
formly as n increases, so that, by Theorem VI, B(A — A„)<j>(z) approaches
zero also. We have
where the significance of the numbers b is evident. Now, since B„ A n <j> ( z ) ,
as we know beforehand, approaches a limit uniformly as n increases, it must
stay bounded, as n increases, in any small domain of regularity of cj> ( z ) .
Thus, the conditions of Theorem VII hold, and (B — B n ) A n <f> (z) is seen to
approach zero. The theorem is proved.
Corollary I. The product of any finite number of operators of genus zero
can be formed by collecting the factors of the separate operators.
Corollary II. The operators A and B , above, are commutative.
Corollary III. It is legitimate to group the factors of A in any manner,
writing A as the product of a finite or an infinite number of operators, each con-
taining a finite or an infinite number of the factors of A .
•Mathematische Annalen, vol. 49 (1897), p. 349.
t See the remarks on notation on p. 28. Note that we do not refer to the formal product
of A and B .
1917] LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS 37
For the case of separation into a finite number of operators, this follows
directly from Corollary I. In the case of an infinite number of operators, a
few other simple considerations are necessary.
Part 2. The homogeneous equation of genus zero
6. Comparison with the equation of finite order. The object of the second
part of this paper is to discuss the most general analytic function (z) such
that
(1) .4tf(a)-0.
We shall call (1) the " homogeneous equation of genus zero."
If <j>(z) satisfies (1) in an arbitrarily small neighborhood, it will satisfy
(1) in its entire domain of existence, for, by Theorem I, A<j>{z) is analytic
on every curve along which <f> (z) can be prolonged.
Evidently, the solutions of every equation
(2) A n <f>(z) =
are solutions of (1). Also, if the zeros of A are
ai , a» , • • • , a„ , • • • ,
of multiplicities
Pi , Pi , ■•• , Pn, •••
respectively,* we have the
Theorem X. If the series
CO
4>{z) = T,e a " z (c n , + c n ,iz+ ••• +c„, Pn _izP»- 1 )
is uniformly convergent in some area, it satisfies (1) in that area.
This follows from Theorem VIII, since each of the terms of the series is a
solution of (1).
Theorem X indicates that (1) has solutions which satisfy no (2), and that
the general solution of (1) contains an infinite number of arbitrary constants.
It does not furnish a rigorous proof of either of these facts, for we cannot say,
as yet, that all of the parameters in the series above are essential. However,
we shall show that (1) has solutions which satisfy no (2),f and indeed, in a way
which will reveal a striking difference between the two kinds of equations.
The solutions of (2) are all entire functions. We shall show that the solutions
of (1) may have singularities in the finite part of the plane. The series
e z + e 2 " + • • • + e" 2 * + • • • ,
* Note that
% P"
is convergent.
t Cf. the second paragraph in the footnote on p. 31.
38 J. F. RITT: [January
which is uniformly convergent in any domain in which the real part of z is
less than some negative number, is, in such a domain, a solution of (1) when
the zeros of A are l 2 , 2 2 , • • • , n 2 , • • • . As 2 increases towards zero on the
axis of reals, the terms of the series will each approach unity, and the series
will tend towards + 00 . Thus, the function defined by the series cannot be
regular f or 2 = .
Still, the theorem which follows establishes a close connection between (1)
and (2).
Theorem XI. The solutions of A<f>(z) = and the successive integrals of
such solutions, are all uniform functions.
It is a question of showing that every analytic <f> (2) such that
AD" 0(2) = 0,
p being any integer, is uniform. Suppose then that the equation above has a
multiform solution <f> (2) , and let c be a point at which <j> (2) has more than
one value. By the second corollary of Theorem V, we have also
D^A<j>(z) = 0.
There must exist a curve, beginning and ending at c, along which 0(2) can
be prolonged, and which leads from one of the values at c to a second.
In operating upon 0(2) with A , it is permissible, by the third corollary of
Theorem IX, to apply first the operator
which we shall denote by A„ } A , and to follow with A n . Thus, A7 1 A<j> (2) ,
since it vanishes when operated upon with D p A n , is uniform along the curve
described above. As n increases indefinitely, we see, by Theorem VIIi, that
An X A<j>{z) approaches 4>(z) along that curve, so that <f>(z) cannot have
two distinct values at c . The theorem is proved.
Theorem XII. If a solution of A<j> ( 2 ) = is analytic on the entire cir-
cumference of a circle, it is analytic throughout the interior of the circle; in par-
ticular, no solution of A<$> (2) = can have an isolated singularity.*
It will suffice, for the proof, to show that <f>(z) cannot have a Laurent de-
velopment, at any point, in which negative powers are actually present.
Suppose, then, that
0(2) =b + b 1 (z-z 1 ) +6 2 (2 - Zl ) 2 + ••• +6„(2-2i)» + •••
+ 6_. r (2 - 2X)--- + • • • + &_„(2 - 2i)-" + • • • ,
where 6_ r =j= 0, the development being valid in some ring about 21. Now,
since
(A)<j>(z) = <j>(z) + Cl D<t>(z) + ••• +c n D n <f>(z) + •••
* We except the case of an isolated singularity at infinity.
1917] LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS 39
is uniformly convergent in the ring, it is possible, by Weierstrass's theorem,
to get the development of (A)cj> (z) at z\ by adding up the developments of
its separate terms. It is easily seen that the development of (A)<j>(z) must
contain the term 6_ r (z — zi) _r , so that (A)4>{z) cannot be identically
zero. This proves the theorem.
This theorem is also a direct consequence of Theorem XI; for if the Laurent
series above contained negative powers, a sufficient number of integrations
would introduce a logarithmic term, and one of the integrals of <j> (z) would
be multiform.
7. Determination and identification of the formal development. Judging
by Theorem X, one might suspect that every solution of A<j>(z) = is ex-
pressible, in all or in part of its domain of existence,* by a uniformly con-
vergent development
00 OQ
(3) <(>(z) = X«» = T,e a " z (c n ,o + c n , 1 z+ ■■■,+ c n<Pn - 1 z Pn - 1 ).
We shall show how this development can be determined when it exists.
Denote by ( 1 — D/an)"* A , where r si p n , the operator
(\ _£YYi-— Y* (\ _— Y*~Yi D Y n+1
\ ai) \ a*) \ a n ) \ a^i)
Let f ( z ) be the entire function which results on substituting z for D in the
expression for A , and let f M (z) be the nth derivative of f (z) .
Let us operate on both sides of (3) with ( 1 — D/an ) _1 A . Clearly, the
only contribution from the second member of (3) will be from the rath term,
and then only from c„, Pn _i z p " -1 e anZ . We find, by direct calculation,
(D V"" -1 Co — 1)1
1 - — ) z p - _1 e™ = ( - 1 ) p »- 1 „ , e a " z
On J a*"- 1
and
( 1 - - ) Ae M = e°»* 1 - — ) • • • ( 1 -J ( 1 - — )
\ a n J \ at J \ a„-i ) \ a„+i /
The second member of the last equation is readily expressed by means of the
p„th derivative of f(z), calculated according to Leibnitz's theorem. We
find thus,
V On)
-V n ( — l) p n<£n
Pnl
Hence
a„ f (l, n) ( a „)
^(z) = ""„,„„-,«■»'
* That is, in a two-dimensional part.
40 J. F. BITT. [January
or
p n le~ a n* / j)\-r
We find, in a similar manner, for the other coefficients in the nth term, the
recursion formula
p n le~
(4)
- <?"" ( C„, p „-r T l Z"""^ 1 + • • • + c„, P/ -1 Z""" 1 ) ] .
Formula (4) shows that if a uniformly convergent development (3) exists,
it will be unique. The question arises as to whether (3) represents <j> (z) if it
is uniformly convergent in a part of the domain of existence of 4>{z) . The
reply is affirmative. We shall prove, indeed, with greater generality, the
following theorem:
Theorem XIII. If there exists a number h such that
<h
for every n, in an area contained in the domain of existence of 4>{z) ,the develop-
ment (3) converges uniformly to <f>(z) in every closed and bounded domain di
interior to that area.
One of the points involved in the proof will be of great importance later,
and is of interest in itself. We therefore stop to give it as a separate theorem.
Theorem XIV. The result obtained by operating on a solution of A<f> ( z ) =
with all but a finite number of the factors of A , is identical with the result obtained
by operating formally on the development (3) of that solution, whether the develop-
ment is valid or not.
We are to operate on a solution, <j>(z) , and on its development (3), with
(,.»)\..(,.»w 1 .».y*...( 1 -^..,
\ a\) \ am/ \ a m+ ij \ a, J
where r^ 21 Pi, i = 1,2, • • • , m. The contribution from the development
(3) will come only from the first m terms, ]£f u g . It suffices then to show that
we get identical results when we operate on the solution and on its develop-
ment with
( 1 _JLV-\..( 1 _^Y\.. ;
the application of the finite number of remaining factors will not disturb the
equality.
The finite series 2" u q is a solution of A<j>(z) = 0, and thus admits of
development into a series (3), by the method exposed above. Since we know
beforehand, from the very form of the solution, that a valid development
1917] LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS 41
exists, and since we have seen that such a development is unique, the process
above will conduct us again to the finite series ^2?u q . The function <j> (z)
— 2^7 u q i s a l so a solution of A<j> (z) = , and has a development (3). Since
the operations effected in obtaining the development (3) are distributive, and
since the first m terms in the developments of <f> (z) and of Xn M « coincide, the
first m terms in the development of <f> (z) — 23°' M a must be identically zero.
Thus, drawing from (4) the coefficient of e" iZ in that development, we get,
f or i ^ m ,
( 1 -0M* ( " ) -?"«]- -
Let
•■«-[('-£r-o-£r-]H-*4
It is a simple matter to show that the differential equations (5) have no
common integral except
€-(*) = 6,
and this establishes our theorem, in virtue of the opening paragraph of the
proof.
Now we return to Theorem XIII. By hypothesis, \<j>(z) — Yl7 U A stays
bounded, as m increases, in a domain to which d x is interior, and, since
&.(») = 0,
we see by Theorem VII that <j> (z ) — £)" m 4 approaches zero uniformly in d\ .
Theorem XIII is proved.*
8. Second form of the development. Convergence discussion. To discuss
the convergence of the development (3), we shall exhibit 4>{z) in a some-
what different form. Without concerning ourselves with questions of con-
vergence, let us suppose that we have, formally,
Then
(5)
i »
— = T.
Jn, 1 _| Jn, 2 . . Jn, p„
\ a n ) \ On)
Z I _ Z \- f _ Z V«
* The methods of the two theorems just proved permit us easily to show that all solutions
common to A<j> (z) =0 and B<j> (z) =0 are solutions of C<j> (z) =0, where the factors of C
are the factors common to A and to B .
42
J. F. RITT:
[January
or
7n.iT (2) , /»,2?(z)
+
fn.mtiz)
This being considered as an identity in z , the subsistence of a similar identity
in D would lead to a development of <}> (z) in the form
(6)
*(*) = I>» = Z /»,i(l --) ^(z) +
n=l n=l L \ ^" /
+/, P „(i-ir^oo].
We say, in fact, that the nth term »„ of (6), taken as a whole, is equivalent to
the nth term u n of (3). If a„ is not a multiple zero of f (z ) , the proof is almost
immediate, and doubtless the general case could be handled by mechanical
transformations, but the method which follows, though somewhat indirect,
will be less painful.
First we observe, referring to Theorem XIV, that
(7) ( 1_ ^j Al<t>(z)-u a ] = 0.
We shall prove also that
(8) ( 1- ~) A[<J>(Z) -Vn] =0.
This will follow as soon as we have shown that
/ fl\-l / J) \~Pn
(9) v n = /„, 1 ( 1 - — J Av n + ■ • ■ +/„, Pn I 1 - — 1 Av„.
We know that (6) becomes a true identity if we employ the operator A m
instead of A, and the partial fraction development of the reciprocal of the
first to factors of f (z) instead of that of 1/f (z) .* Since
-£)""•»
0,
we get, for sufficiently large values of m, an identity for v n consisting of p„
terms, as in (9). As to increases indefinitely, we approach the expression
for v n in (9). Then
(10)
*■•(>-£)-
A[(j>(z) -V n ] +
\~1>n
+ /».*( 1 -£) A[<l>(z)-v n ) = 0.
From (10) follows the truth of (8), for if the last term of (10) were not identi-
* We understand in this that equal zeros are written separately.
1917] LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS 43
cally zero, it would be the product of e°»* by a polynomial in z, while the
terms which precede the last would be products of e°» z by polynomials of
lower degree, so that (10) would be impossible.*
From (7) and (8),
i}-lT-
A(u a - v n ) = 0.
\ "»/
But, also,
On/
Let
(^1--) (u n -v n ) = 0.
r/ d Y n+r f d \"»+r+i I
L V a n+r J \ dn+r+1 ) J
(1--) •••(1 -) (1 ) •••(1 w =
\ aij \ a^tj \ a n+ ij \ a n+r -ij
w
Then
and
( 1 -- J w = 0.
V a n J
As in § 7, the last two equations can have no common integral except w = ,
and, as r increases, w approaches u„ — v„, so that finally,
U n — V n = 0,
as was to be proved.
The equivalence of (3) and (6) enables us to state sufficient conditions for
the convergence of (3) in the entire domain of existence of <t>(z). We say,
in fact, that if
S(|/n,l| + [/ re ,2|+-"+|/ B> pJ)
is convergent, the development (3) converges absolutely and uniformly to ( z ) in
every closed and bounded domain interior to the domain of existence of <f>(z) .
For the proof, it evidently suffices to show that being given such a closed
and bounded domain, there exists a positive number h such that
\ «n/
A<j>(z)\ < h
in that domain, for every n and for r si p n • The existence of such an h can
be shown by applying Theorem VII, remembering that A m <f>(z) approaches
zero as m increases indefinitely. Indeed, it is seen that (1 — D/a n )~ r A<j> (z)
approaches zero as n increases.
Thus, in virtue of the result of the preceding paper, we can say:
If f ( z ) has only a finite number of multiple zeros, and if there exists an integer
* Observe that we cannot have /», p n = .
44
J. F. RITT:
[January
r such thai, for n > r,
> 1 +
n'
where k > 2,the development (3) converges absolutely and uniformly to (z) in
every closed and bounded domain interior to the domain of existence of 4>{z) .
It is possible, however, to obtain a much weaker condition for the validity
of (3). Any solution of A<f> ( z ) = is also a solution of B<j> (a ) = , provided
the zeros of A are included among the zeros of B . Let a be a primitive Zth
root of unity. Then let B possess, together with every zero a„ of A , the zeros
WOn, U? On,
CO 1-1 On •
If A has some co" a» as a zero, as well as On , the above set of zeros will be
repeated in B . Evidently, B as thus determined will be an entire operator
of genus zero. We may write it
Let n ( z ) be the entire function which results on substituting z for D 1 in the
expression for B . Then, corresponding to the formal development of 1/rj (z)
into partial fractions,* we can get a formal development of # (2) similar to (6),
the operator D l taking the place of D . Without modifying greatly the dis-
cussion in connection with (6), we can show that the new development of <f> ( z )
is equivalent to (3), provided we collect into one term, those terms of (3)
which arise from distinct zeros of A whose Zth powers are equal. We may
thus state the theorem:
Theorem XV. 2/ the sum of the coefficients in the formal development of
l/v(z) is absolutely convergent, the development (3) converges absolutely and
uniformly to <f>(z) in every closed and bounded domain interior to the domain of
existence of <f>(z) , provided we unite those terms of (3) which arise from distinct
zeros of A whose Ith powers are equal.\
Now, if
"as >! + *,
On n
where k > , we have
> 1
Ik
Since we can so take I that Ik > 2 , we have the theorem:
Theorem XVI. If A has only a finite number of multiple zeros, and if there
* Observe that two distinct zeros of A may lead to equal zeros of ij (z) .
t In proving that the development yields <t> ( z ) it is necessary to extend Theorem XIII
to the case where the terms of %u„ are grouped arbitrarily. This extension, like Theorem XIII
itself, follows directly from Theorem XIV.
1917] LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS 45
exists an integer r such that, for n > r ,
H>1+-,
a„ | n'
where k > , the development (3) converges absolutely and uniformly to $ ( 2 )
in every closed and bounded domain interior to the domain of existence of <f>(z) .*
9. Example of a divergent development. Method of summation. If the
moduli of the zeros of A do not increase with sufficient rapidity, the develop-
ment (3) of a solution of A<j>(z) = may diverge everywhere, or may con-
verge in only a portion of the domain of existence of the solution. It will
suffice to give an example of the latter case.
Consider the series
e 0»-so* _ e i" + p-v _ e »* + . . . + ef-w _ j" + . . . ,
where each S„ is some positive number, less than unity, which will be fixed
later. This series is uniformly convergent in any domain in which the real
part of 2 is less than some negative number. In short, l^" 2- *"^ and |e" s *|
will each be less than r" 2-1 , where < r < 1 . Also, the series is divergent
when the real part of z is positive, for then | e nH \ > 1 . The analytic function
which is represented, perhaps in part, perhaps in all of its domain of existence,
by the series above, is a solution of A^> (z) = when A has each number n 2
* If the condition of this theorem is not satisfied, it may be possible to interpolate new
zeros between those of A in such a way that the condition is satisfied by the new operator.
In that case also, every solution of A<p ( z ) = has a valid development.
An interesting consequence of this theorem is that every equation A<p (z ) = has solutions
which are not entire functions. The real and imaginary parts of o» cannot both stay bounded
as n increases. To fix our ideas, suppose that the real parts do not stay bounded, and further-
more suppose that we can select a sequence in which the real parts are positive and increase
without limit. Of this sequence we can again select a sequence
<Uj , <H t , • • • a<„ > • • • ,
in which the imaginary parts are all of one sign, say non-negative, in which the real part of
a,- is greater than n , and in which the moduli of the zeros increase so rapidly that any solu-
tion of A<p ( z ) = built on these zeros has a development (3) which is valid in the entire
domain of existence of the solution. Then the series
00
2 e"^
»=i
is uniformly convergent in any area in which the real part of z is less than some negative
number and in which the imaginary part of z is not negative, and is divergent for z = . The
solution defined by this series has z = as a singular point.
In closing this article, it is deserving of notice that the development (6) can be applied
to functions which are not solutions of A<t> (z ) = . In fact, it is not difficult to show that
if the partial fraction development of 1/f (z) converges absolutely to 1/f (z), the de-
velopment (6) of any analytic (z) converges absolutely and uniformly to <t> (z) in every
closed and bounded domain in which <£ ( z ) is regular. Of course, the development obtained
will not generally be a series of exponentials.
46 J. F. RITT: [January
and n 2 — 5„ for a zero. Now, our series can be written
j^f^w - e niz ].
By taking each 8 n sufficiently small, we can make | e i " s ~ t " > * — e" 2j | small at
pleasure in any bounded domain; for instance, less than 1/n 2 for \z\< n.
We find, in this manner, an entire function which is represented only in a
limited domain by its formal development (3).
Still, the development (3) is not devoid of significance, even when divergent.
It can be converted into a series which represents <f> ( z ) in its entire domain
of existence.
Let us dispense with the exponents p n and write equal zeros of A separately.
Since, by Theorem VII, A~ l A<j>(z) approaches <j>(z) as n increases, it is
clear that we have
0(») = AT l A4>(z) + (A; 1 A -AT l A)4>(z) + ■■■
(11)
+ (A- l A-A-l l A)<j>(z) + .-.,
the convergence being uniform in every closed and bounded domain interior
to the domain of existence of <f> ( z ) .
The sum of the first n terms of (11) is A~* A<j> (z) , and must vanish if we
operate on it with A n ■ Suppose, for brevity, that A has no multiple zeros.
The general case will be easy to handle. Then A~ l A<f>(z) can be written
in the form
9n, 1 e a * Z + g„, 2 <*"" + • • • + 9n, n t^' ■
Proceeding as in § 7, we find
e ~V 1- a) ^ (2)
"■ ■ ■ ( 1 _i)( 1 _i)...( 1 jL)( 1 .-L)...( 1 .±) ■
\ ai/\ «2 / \ a T -i ) \ a r +i ) \ a„J
As n increases, g n , r approaches the coefficient of e a ' z in (3). Thus, (11) may
be regarded as a summation of (3), when the latter does not serve to repre-
sent 0(2). To justify this point of view completely, we observe that (11)
can be obtained directly from (3). In short, Theorem XIV shows that we
can obtain A~ l A<j>(z) by operating formally with A~ x A on (3).
Theorem XVII. The development (11) converges absolutely at every -point
at which <j>(z) is regular, and at least with the same rapidity as 2 1/ l a » I •
This follows easily from the identity
(A^A-A-l l A) <t >(z)=lA^A d ^.
10. Origin of a development ( 3 ) . We have seen that a solution of
1917] LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS 47
A<t>(z) = can have only one development (3). The important question
arises as to whether two different solutions, with non-overlapping domains
of existence, may not lead to the same development (3). While we shall
settle this question under restricted conditions, we have thus far been unable
either to show that different solutions always lead to different developments,
or to produce two solutions with the same development. Let us prove the
following:
Theorem XVIII. If A is such that the development (3) of every solution
<t> ( z ) of A<f> ( 2 ) = converges absolutely in the entire domain of existence of
4> ( 2 ) , for instance, if the condition of Theorem XV is satisfied, a series
00
X) c n e a * z
n=l
can represent only one solution of A<j> ( z ) = .
If zi and z 3 are any two points, a point z% on the straight segment joining
them is given by
32 = 3i + k(zs — zi) = (1 — k)zx + kz 3 ,
where < k < 1 . Then
| e°»*2 1 = ( j e a n"i I y~ k ( I e a n z s I )* .
It is clear, thus, that | e a « z 2 1 lies between | e a » 2 i | and | e°»*3 1 . Then, certainly,
| e n*2 | < | e a n z i I + I e a »*3 1 .
One sees immediately that if ^ c„ e°»* converges absolutely at zj and z$ , it will
converge absolutely and uniformly on the straight segment joining zi and z 3 .
It follows also that if the series converges absolutely in two regions of the
plane, it converges uniformly in a parallelogram connecting these two regions.
Thus, we can pass by analytic prolongation from one region to the other.
Theorem XVIII is proved.
For the general question as to whether a development (3) may correspond
to two different functions, it will probably be necessary to discuss completely
the domains of convergence and of summability of (3). Such a study would
be a natural complement to the present investigation, for although we have
been able, as in Theorems XI and XII, to find interesting properties of the
solutions of A<f> ( z ) = by qualitative methods, the solutions would probably
present themselves in practice through their developments (3), and it would
then be desirable to have knowledge as to the function or functions defined
by a given development.
Given a series (3), its theory could be made to depend on that of the con-
vergence of a series (11), for, as we have already seen, we can obtain (11)
48 J. F. RUT: [January
directly from (3). We would find thus a series (11) which converges absolutely
in the entire domain of existence of any function (z) which may give rise
to the series (3). Also, it is seen that if the series (11) thus obtained con-
verges uniformly in an area, it converges to a function of which the original
series (3) is a formal development; the series (11) must therefore converge abso-
lutely in any area in which it converges uniformly*
We shall probably devote a separate paper to these questions.
11. Application to the theory of analytic prolongation. From Theorems XI
and XII, it follows immediately that any function which can be represented
in an area in its domain of existence by a uniformly convergent series (3), is
uniform and has no isolated singularities. The importance of this fact is
revealed when we consider a simple type of series (3). Assuming that the
numbers a n are positive integers, ordered according to increasing magnitude,
consider the series
00
(12) Ecw«°»',
and with it, the power series
00
(13) X) n X"n .
If (13) has a radius of convergence p , (12) will be convergent when the real
part of z is less than log p and will be divergent when the real part of z is
greater than log p . If (13) can be prolonged beyond its circle of convergence,
(12) can also be prolonged into its field of divergence. This will be impossible
if the development (3) of every solution of A<l> ( z ) = converges in the
entire domain of existence of the solution. We have thus the result:
7/22 V I a™ | is convergent, and if there exists an integer r such that, for n > r ,
k
On+l
>1+ n -
n
a,
where k is any positive number, the series
00
n=l
has its circle of convergence as a natural boundary.
If a series (13) existed which could be prolonged beyond its circle of con-
vergence, it could be shown that the function thus obtained would be uni-
form and would have no isolated singularities. Also, we would be able to
sum the series throughout the domain over which it could be prolonged,
* Perhaps it is well to add, in this connection, that it can be shown as in Theorem.XIII
that the development (3) converges uniformly in any closed and bounded domain interior to
an area in which | 2" "« I stays bounded as n increases, even should that area be exterior to the
domain of existence of the solution which gave rise to the development.
1917] LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS 49
according to the method of § 9. There is, however, no possibility of such
prolongation. Indeed, Fabry* has given the following sufficient condition
for the circle of convergence to be a natural boundary, which can be shown
to be satisfied whenever 22 1/1 °» I 1S convergent:
If it is possible to choose a sequence of subscripts m such that
lim mioo a/ I Cm | = lim. sup. a/ |c„|
and such that the ratio to Om of the number of terms with exponents between
am ( 1 — X ) and a», ( 1 + X ) , where X is an arbitrarily small positive number,
goes to zero as m increases, the circle of convergence of (13) is a natural boundary.
Columbia University
*E. Fabry, Acta Mathematica, vol. 22 (1898), p. 86. See also G. Faber,
Muenchener Berichte, vol. 34 (1904).
Trans. Am . Math. Soc. 4